CME Euro FX Future December 2007


Trading Metrics calculated at close of trading on 31-Jul-2007
Day Change Summary
Previous Current
30-Jul-2007 31-Jul-2007 Change Change % Previous Week
Open 1.3741 1.3737 -0.0004 0.0% 1.3862
High 1.3741 1.3772 0.0031 0.2% 1.3905
Low 1.3732 1.3736 0.0004 0.0% 1.3690
Close 1.3741 1.3742 0.0001 0.0% 1.3701
Range 0.0009 0.0036 0.0027 300.0% 0.0215
ATR 0.0047 0.0046 -0.0001 -1.7% 0.0000
Volume 716 458 -258 -36.0% 1,733
Daily Pivots for day following 31-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.3858 1.3836 1.3762
R3 1.3822 1.3800 1.3752
R2 1.3786 1.3786 1.3749
R1 1.3764 1.3764 1.3745 1.3775
PP 1.3750 1.3750 1.3750 1.3756
S1 1.3728 1.3728 1.3739 1.3739
S2 1.3714 1.3714 1.3735
S3 1.3678 1.3692 1.3732
S4 1.3642 1.3656 1.3722
Weekly Pivots for week ending 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 1.4410 1.4271 1.3819
R3 1.4195 1.4056 1.3760
R2 1.3980 1.3980 1.3740
R1 1.3841 1.3841 1.3721 1.3803
PP 1.3765 1.3765 1.3765 1.3747
S1 1.3626 1.3626 1.3681 1.3588
S2 1.3550 1.3550 1.3662
S3 1.3335 1.3411 1.3642
S4 1.3120 1.3196 1.3583
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3825 1.3690 0.0135 1.0% 0.0032 0.2% 39% False False 490
10 1.3905 1.3690 0.0215 1.6% 0.0029 0.2% 24% False False 343
20 1.3905 1.3640 0.0265 1.9% 0.0026 0.2% 38% False False 316
40 1.3905 1.3382 0.0523 3.8% 0.0018 0.1% 69% False False 217
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3925
2.618 1.3866
1.618 1.3830
1.000 1.3808
0.618 1.3794
HIGH 1.3772
0.618 1.3758
0.500 1.3754
0.382 1.3750
LOW 1.3736
0.618 1.3714
1.000 1.3700
1.618 1.3678
2.618 1.3642
4.250 1.3583
Fisher Pivots for day following 31-Jul-2007
Pivot 1 day 3 day
R1 1.3754 1.3738
PP 1.3750 1.3735
S1 1.3746 1.3731

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These figures are updated between 7pm and 10pm EST after a trading day.

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